Okay so I figured out how to get the code search to work. After reading the steps for a different model of remote I figured I'd give it a shot. The following worked for my Philips CL019:

[1] Ensure the device you're setting is powered on
[2] Press and hold the Code Search button until the red led is solid
[3] Press the button for the device you want to set (DVD or TV or Cable)
[4] Press and release the "Power" button on the remote until the device you're setting turns off
[5] Press the "Enter" key to set the code
[6] Rinse and repeat for your other two devices